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Teen sensation Lydia Ko hasn't taken long to adapt to life as a professional golfer - she's a winner in just her second start after another brilliant performance that will grab worldwide headlines.

The remarkable 16-year-old has staged a superb back-nine comeback to win the $US1 million Swinging Skirts World Ladies Masters tournament in Taiwan, gunning down former US Open champion and world No 5 So Yeon Ryu of South Korea.

She turned down close to $2 million is prizemoney as an amateur but the Kiwi will net a pay cheque of $181,000 in just her second tournament as a professional, having pocketed $20,000 after a top-25 finish in her first start - at an LPGA Tour event in Florida last month.

''I didn't know that I'd do it this quickly, but I'm just so fortunate to do it as such a great tournament. I was nervous, but I just said to myself 'concentrate on your game'.''

Ko, the world No 6, started the third and final round one shot behind Ryu, and with world No 1 Inbee Park breathing down her neck, but after a bogey at the first showed her full array of shots, sound putting and her customary composure to fend off her rivals.

She's also surely silenced any doubters who wondered whether the schoolgirl could remain as dominant and unflappable when bagfuls of money were on the line.

Ko closed with a three-under par 69 to finish at 11-under for the three-round tournament, three shots ahead of Ryu and four ahead of Park.

Her finish on the Linkou Miramar Golf Country Club course in New Taipei City was a resounding statement; she turned three shots behind Ryu but quickly made up the gap with back-to-back birdies at the 10th and 11th holes while Ryu bogeyed the 10th.

Ko made a rare mistake at the 13th, dropping a shot after hitting her approach through the green, but the par-three 14th provided the turning point.

The Kiwi nailed a six-footer for par and Ryu crumbled under pressure, four-putting for a double bogey and handing Ko a one-shot lead.

The teen prodigy doesn't let those opportunities slip, ramming home the advantage with a six-foot birdie putt at the 16th after a magnificent approach while Ryu made bogey.

Three shots up with two holes to play and it was all over, Ko finishing par-par for a comfortable win.

As with her previous professional tournament victories, as an amateur, Ko's putter stood up to the pressure on the home stretch and she also drained two 30-foot bombs for birdies on the front nine.

While the tournament was won today her second round 68 on Saturday was the more impressive round, carded in brutal winds where the average score for the field was close to 77.

The Taiwan tournament was an official leg of both the Korea Ladies Professional Golf Tour and the Taiwan Ladies Professional Golf Association and the field of 96 was competing for $US1 million in prizemoney.

Ko was one of four top-10 ranked players, the others being Park, Ryu and defending champion Na Yeon Choi, while former world No 1 Yani Tseng was the drawcard in her home country.

She ends an exceptional year with three victories in professional events, the European Tour's New Zealand Women's Open in Christchurch in February, the LPGA Tour's Canadian Open in August - a title she defended - and this win.

And, unlike previous years, she'll have a fair chunk of spending money for Christmas.